Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533672.7194 | 418953.0754 | 114719.644 | 191879.6356 | 74102.2086 | 117777.427 |
Total P&L (%) | 533.6727 | 418.9531 | 114.7196 | 191.8796 | 74.1022 | 117.7774 |
Avg Daily Profit (%) | 0.3065 | 0.2406 | 0.0659 | 0.0615 | 0.0318 | 0.0447 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139735 | -165376 | -96018 | -601971 | -521479 | -299611 |
Profit Factor | 1.6535 | 1.9329 | 1.3121 | 1.0788 | 1.0556 | 1.1068 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 59 | 21 | 38 | 59 | 21 | 38 |
Losing Trades | 86 | 52 | 34 | 86 | 52 | 34 |
Profitability (%) | 40.6897 | 28.7671 | 52.7778 | 40.6897 | 28.7671 | 52.7778 |
Ratio Avg Win / Avg Loss | 2.4101 | 4.7863 | 1.1739 | 1.5725 | 2.6139 | 0.9903 |
Largest Winning Trade | 272324 | 272324 | 57935 | 276231 | 276231 | 131536 |
Largest Losing Trade | -35214 | -35214 | -32832 | -193276 | -122187 | -193276 |
Avg Bars in Trades | 141 | 127 | 154 | 141 | 127 | 154 |
Avg Bars in Winners | 226 | 234 | 222 | 226 | 234 | 222 |
Avg Bars in Losers | 82 | 84 | 78 | 82 | 84 | 78 |
Bars Traded | 20474 | 9341 | 11133 | 20474 | 9341 | 11133 |
Profit Streak | 39.4655 | 39.4655 | 88.7988 | 39.4655 | 39.4655 | 88.7988 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353885 | -72983 | -182668 | -245747 | -393215 | -315730 |
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{ "first_band": { "type": "sma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 126, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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